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A new blocks estimator for the extremal index - MaRDI portal

A new blocks estimator for the extremal index (Q6078230)

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scientific article; zbMATH DE number 7753665
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A new blocks estimator for the extremal index
scientific article; zbMATH DE number 7753665

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    A new blocks estimator for the extremal index (English)
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    24 October 2023
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    extreme value theory
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    stationary sequences
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    tail dependence
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    extremal index
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